Laws of large numbers for infinite means with mixing sequences
Author(s) -
Jian Han,
Xiaoqin Li,
Yudan Cheng
Publication year - 2021
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil2103783h
Subject(s) - mathematics , law of large numbers , mixing (physics) , law , cauchy distribution , random variable , mathematical analysis , statistical physics , statistics , physics , quantum mechanics , political science
In this paper, we consider the laws of large numbers with infinite means based on ?-mixing sequences. An exact weak law and a strong law are obtained for ?-mixing asymmetrical Cauchy random variables. It is also presented that the weak law cannot extend to a strong law. In addition, some simulations are presented to illustrate our results of the laws of large numbers.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom